Tail Behaviour of the Stationary Density of General...

Tail Behaviour of the Stationary Density of General Non-Linear Autoregressive Processes of Order 1

Jean Diebolt and Dominique Guégan
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Volume:
30
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/3214841
Date:
June, 1993
File:
PDF, 1.29 MB
english, 1993
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